The relative closeness of Utah is not so much important for Utah as it is for neighboring Nevada and Arizona.
Seriously?
Utah = Mormons. Trump did terribly with Mormons in the primaries. Comparing UT to any other state other than perhaps Idaho doesn't make sense. Hint: Hillary! isn't winning Idaho, just like Trump isn't winning the People's Socialist Republic of Vermont.
Trump also won by healthy margins in Nevada and Arizona in the Republican primary. He should play well in both states as there won't be as much erosion by the #NeverTrump losers as you think.
There are lots of Mormons in NV/AZ...
Not nearly as much as in Utah. Nevada is about 4% Mormon, and Arizona 5%. Utah is about half Mormon, more or less. Wyoming is about 11%.
But their turnout rate is much higher than the general population, right?
Well, Utah itself has notoriously bad voter turnout, but that may be because barely any of the non-Mormon population bothers to vote, while the Mormons do tend to vote. Overall, since they tend to be civic-minded, very religious, middle to upper-middle class white people, Mormons seem like they'd have a higher turnout; I don't know for sure, I don't know the particular statistics.